Enum easyfix_messages::messages::FieldTag
source · [−]#[repr(u16)]
pub enum FieldTag {
Show 1452 variants
Account,
AdvId,
AdvRefId,
AdvSide,
AdvTransType,
AvgPx,
BeginSeqNo,
BeginString,
BodyLength,
CheckSum,
ClOrdId,
Commission,
CommType,
CumQty,
Currency,
EndSeqNo,
ExecId,
ExecInst,
ExecRefId,
HandlInst,
SecurityIdSource,
Ioiid,
IoiQltyInd,
IoiRefId,
IoiQty,
IoiTransType,
LastCapacity,
LastMkt,
LastPx,
LastQty,
NoLinesOfText,
MsgSeqNum,
MsgType,
NewSeqNo,
OrderId,
OrderQty,
OrdStatus,
OrdType,
OrigClOrdId,
OrigTime,
PossDupFlag,
Price,
RefSeqNum,
SecurityId,
SenderCompId,
SenderSubId,
SendingTime,
Quantity,
Side,
Symbol,
TargetCompId,
TargetSubId,
Text,
TimeInForce,
TransactTime,
Urgency,
ValidUntilTime,
SettlType,
SettlDate,
SymbolSfx,
ListId,
ListSeqNo,
TotNoOrders,
ListExecInst,
AllocId,
AllocTransType,
RefAllocId,
NoOrders,
AvgPxPrecision,
TradeDate,
PositionEffect,
NoAllocs,
AllocAccount,
AllocQty,
ProcessCode,
NoRpts,
RptSeq,
CxlQty,
NoDlvyInst,
AllocStatus,
AllocRejCode,
Signature,
SecureDataLen,
SecureData,
SignatureLength,
EmailType,
RawDataLength,
RawData,
PossResend,
EncryptMethod,
StopPx,
ExDestination,
CxlRejReason,
OrdRejReason,
IoiQualifier,
Issuer,
SecurityDesc,
HeartBtInt,
MinQty,
MaxFloor,
TestReqId,
ReportToExch,
LocateReqd,
OnBehalfOfCompId,
OnBehalfOfSubId,
QuoteId,
NetMoney,
SettlCurrAmt,
SettlCurrency,
ForexReq,
OrigSendingTime,
GapFillFlag,
NoExecs,
ExpireTime,
DkReason,
DeliverToCompId,
DeliverToSubId,
IoiNaturalFlag,
QuoteReqId,
BidPx,
OfferPx,
BidSize,
OfferSize,
NoMiscFees,
MiscFeeAmt,
MiscFeeCurr,
MiscFeeType,
PrevClosePx,
ResetSeqNumFlag,
SenderLocationId,
TargetLocationId,
OnBehalfOfLocationId,
DeliverToLocationId,
NoRelatedSym,
Subject,
Headline,
UrlLink,
ExecType,
LeavesQty,
CashOrderQty,
AllocAvgPx,
AllocNetMoney,
SettlCurrFxRate,
SettlCurrFxRateCalc,
NumDaysInterest,
AccruedInterestRate,
AccruedInterestAmt,
SettlInstMode,
AllocText,
SettlInstId,
SettlInstTransType,
EmailThreadId,
SettlInstSource,
SecurityType,
EffectiveTime,
StandInstDbType,
StandInstDbName,
StandInstDbId,
SettlDeliveryType,
BidSpotRate,
BidForwardPoints,
OfferSpotRate,
OfferForwardPoints,
OrderQty2,
SettlDate2,
LastSpotRate,
LastForwardPoints,
AllocLinkId,
AllocLinkType,
SecondaryOrderId,
NoIoiQualifiers,
MaturityMonthYear,
PutOrCall,
StrikePrice,
CoveredOrUncovered,
OptAttribute,
SecurityExchange,
NotifyBrokerOfCredit,
AllocHandlInst,
MaxShow,
PegOffsetValue,
XmlDataLen,
XmlData,
SettlInstRefId,
NoRoutingIDs,
RoutingType,
RoutingId,
Spread,
BenchmarkCurveCurrency,
BenchmarkCurveName,
BenchmarkCurvePoint,
CouponRate,
CouponPaymentDate,
IssueDate,
RepurchaseTerm,
RepurchaseRate,
Factor,
TradeOriginationDate,
ExDate,
ContractMultiplier,
NoStipulations,
StipulationType,
StipulationValue,
YieldType,
Yield,
TotalTakedown,
Concession,
RepoCollateralSecurityType,
RedemptionDate,
UnderlyingCouponPaymentDate,
UnderlyingIssueDate,
UnderlyingRepoCollateralSecurityType,
UnderlyingRepurchaseTerm,
UnderlyingRepurchaseRate,
UnderlyingFactor,
UnderlyingRedemptionDate,
LegCouponPaymentDate,
LegIssueDate,
LegRepoCollateralSecurityType,
LegRepurchaseTerm,
LegRepurchaseRate,
LegFactor,
LegRedemptionDate,
CreditRating,
UnderlyingCreditRating,
LegCreditRating,
TradedFlatSwitch,
BasisFeatureDate,
BasisFeaturePrice,
MdReqId,
SubscriptionRequestType,
MarketDepth,
MdUpdateType,
AggregatedBook,
NoMdEntryTypes,
NoMdEntries,
MdEntryType,
MdEntryPx,
MdEntrySize,
MdEntryDate,
MdEntryTime,
TickDirection,
MdMkt,
QuoteCondition,
TradeCondition,
MdEntryId,
MdUpdateAction,
MdEntryRefId,
MdReqRejReason,
MdEntryOriginator,
LocationId,
DeskId,
DeleteReason,
OpenCloseSettlFlag,
SellerDays,
MdEntryBuyer,
MdEntrySeller,
MdEntryPositionNo,
FinancialStatus,
CorporateAction,
DefBidSize,
DefOfferSize,
NoQuoteEntries,
NoQuoteSets,
QuoteStatus,
QuoteCancelType,
QuoteEntryId,
QuoteRejectReason,
QuoteResponseLevel,
QuoteSetId,
QuoteRequestType,
TotNoQuoteEntries,
UnderlyingSecurityIdSource,
UnderlyingIssuer,
UnderlyingSecurityDesc,
UnderlyingSecurityExchange,
UnderlyingSecurityId,
UnderlyingSecurityType,
UnderlyingSymbol,
UnderlyingSymbolSfx,
UnderlyingMaturityMonthYear,
UnderlyingPutOrCall,
UnderlyingStrikePrice,
UnderlyingOptAttribute,
UnderlyingCurrency,
SecurityReqId,
SecurityRequestType,
SecurityResponseId,
SecurityResponseType,
SecurityStatusReqId,
UnsolicitedIndicator,
SecurityTradingStatus,
HaltReasonInt,
InViewOfCommon,
DueToRelated,
BuyVolume,
SellVolume,
HighPx,
LowPx,
Adjustment,
TradSesReqId,
TradingSessionId,
ContraTrader,
TradSesMethod,
TradSesMode,
TradSesStatus,
TradSesStartTime,
TradSesOpenTime,
TradSesPreCloseTime,
TradSesCloseTime,
TradSesEndTime,
NumberOfOrders,
MessageEncoding,
EncodedIssuerLen,
EncodedIssuer,
EncodedSecurityDescLen,
EncodedSecurityDesc,
EncodedListExecInstLen,
EncodedListExecInst,
EncodedTextLen,
EncodedText,
EncodedSubjectLen,
EncodedSubject,
EncodedHeadlineLen,
EncodedHeadline,
EncodedAllocTextLen,
EncodedAllocText,
EncodedUnderlyingIssuerLen,
EncodedUnderlyingIssuer,
EncodedUnderlyingSecurityDescLen,
EncodedUnderlyingSecurityDesc,
AllocPrice,
QuoteSetValidUntilTime,
QuoteEntryRejectReason,
LastMsgSeqNumProcessed,
RefTagId,
RefMsgType,
SessionRejectReason,
BidRequestTransType,
ContraBroker,
ComplianceId,
SolicitedFlag,
ExecRestatementReason,
BusinessRejectRefId,
BusinessRejectReason,
GrossTradeAmt,
NoContraBrokers,
MaxMessageSize,
NoMsgTypes,
MsgDirection,
NoTradingSessions,
TotalVolumeTraded,
DiscretionInst,
DiscretionOffsetValue,
BidId,
ClientBidId,
ListName,
TotNoRelatedSym,
BidType,
NumTickets,
SideValue1,
SideValue2,
NoBidDescriptors,
BidDescriptorType,
BidDescriptor,
SideValueInd,
LiquidityPctLow,
LiquidityPctHigh,
LiquidityValue,
EfpTrackingError,
FairValue,
OutsideIndexPct,
ValueOfFutures,
LiquidityIndType,
WtAverageLiquidity,
ExchangeForPhysical,
OutMainCntryUIndex,
CrossPercent,
ProgRptReqs,
ProgPeriodInterval,
IncTaxInd,
NumBidders,
BidTradeType,
BasisPxType,
NoBidComponents,
Country,
TotNoStrikes,
PriceType,
DayOrderQty,
DayCumQty,
DayAvgPx,
GtBookingInst,
NoStrikes,
ListStatusType,
NetGrossInd,
ListOrderStatus,
ExpireDate,
ListExecInstType,
CxlRejResponseTo,
UnderlyingCouponRate,
UnderlyingContractMultiplier,
ContraTradeQty,
ContraTradeTime,
LiquidityNumSecurities,
MultiLegReportingType,
StrikeTime,
ListStatusText,
EncodedListStatusTextLen,
EncodedListStatusText,
PartyIdSource,
PartyId,
NetChgPrevDay,
PartyRole,
NoPartyIDs,
NoSecurityAltId,
SecurityAltId,
SecurityAltIdSource,
NoUnderlyingSecurityAltId,
UnderlyingSecurityAltId,
UnderlyingSecurityAltIdSource,
Product,
CfiCode,
UnderlyingProduct,
UnderlyingCfiCode,
TestMessageIndicator,
BookingRefId,
IndividualAllocId,
RoundingDirection,
RoundingModulus,
CountryOfIssue,
StateOrProvinceOfIssue,
LocaleOfIssue,
NoRegistDtls,
MailingDtls,
InvestorCountryOfResidence,
PaymentRef,
DistribPaymentMethod,
CashDistribCurr,
CommCurrency,
CancellationRights,
MoneyLaunderingStatus,
MailingInst,
TransBkdTime,
ExecPriceType,
ExecPriceAdjustment,
DateOfBirth,
TradeReportTransType,
CardHolderName,
CardNumber,
CardExpDate,
CardIssNum,
PaymentMethod,
RegistAcctType,
Designation,
TaxAdvantageType,
RegistRejReasonText,
FundRenewWaiv,
CashDistribAgentName,
CashDistribAgentCode,
CashDistribAgentAcctNumber,
CashDistribPayRef,
CashDistribAgentAcctName,
CardStartDate,
PaymentDate,
PaymentRemitterId,
RegistStatus,
RegistRejReasonCode,
RegistRefId,
RegistDtls,
NoDistribInsts,
RegistEmail,
DistribPercentage,
RegistId,
RegistTransType,
ExecValuationPoint,
OrderPercent,
OwnershipType,
NoContAmts,
ContAmtType,
ContAmtValue,
ContAmtCurr,
OwnerType,
PartySubId,
NestedPartyId,
NestedPartyIdSource,
SecondaryClOrdId,
SecondaryExecId,
OrderCapacity,
OrderRestrictions,
MassCancelRequestType,
MassCancelResponse,
MassCancelRejectReason,
TotalAffectedOrders,
NoAffectedOrders,
AffectedOrderId,
AffectedSecondaryOrderId,
QuoteType,
NestedPartyRole,
NoNestedPartyIDs,
TotalAccruedInterestAmt,
MaturityDate,
UnderlyingMaturityDate,
InstrRegistry,
CashMargin,
NestedPartySubId,
Scope,
MdImplicitDelete,
CrossId,
CrossType,
CrossPrioritization,
OrigCrossId,
NoSides,
Username,
Password,
NoLegs,
LegCurrency,
TotNoSecurityTypes,
NoSecurityTypes,
SecurityListRequestType,
SecurityRequestResult,
RoundLot,
MinTradeVol,
MultiLegRptTypeReq,
LegPositionEffect,
LegCoveredOrUncovered,
LegPrice,
TradSesStatusRejReason,
TradeRequestId,
TradeRequestType,
PreviouslyReported,
TradeReportId,
TradeReportRefId,
MatchStatus,
MatchType,
OddLot,
NoClearingInstructions,
ClearingInstruction,
TradeInputSource,
TradeInputDevice,
NoDates,
AccountType,
CustOrderCapacity,
ClOrdLinkId,
MassStatusReqId,
MassStatusReqType,
OrigOrdModTime,
LegSettlType,
LegSettlDate,
DayBookingInst,
BookingUnit,
PreallocMethod,
UnderlyingCountryOfIssue,
UnderlyingStateOrProvinceOfIssue,
UnderlyingLocaleOfIssue,
UnderlyingInstrRegistry,
LegCountryOfIssue,
LegStateOrProvinceOfIssue,
LegLocaleOfIssue,
LegInstrRegistry,
LegSymbol,
LegSymbolSfx,
LegSecurityId,
LegSecurityIdSource,
NoLegSecurityAltId,
LegSecurityAltId,
LegSecurityAltIdSource,
LegProduct,
LegCfiCode,
LegSecurityType,
LegMaturityMonthYear,
LegMaturityDate,
LegStrikePrice,
LegOptAttribute,
LegContractMultiplier,
LegCouponRate,
LegSecurityExchange,
LegIssuer,
EncodedLegIssuerLen,
EncodedLegIssuer,
LegSecurityDesc,
EncodedLegSecurityDescLen,
EncodedLegSecurityDesc,
LegRatioQty,
LegSide,
TradingSessionSubId,
AllocType,
NoHops,
HopCompId,
HopSendingTime,
HopRefId,
MidPx,
BidYield,
MidYield,
OfferYield,
ClearingFeeIndicator,
WorkingIndicator,
LegLastPx,
PriorityIndicator,
PriceImprovement,
Price2,
LastForwardPoints2,
BidForwardPoints2,
OfferForwardPoints2,
RfqReqId,
MktBidPx,
MktOfferPx,
MinBidSize,
MinOfferSize,
QuoteStatusReqId,
LegalConfirm,
UnderlyingLastPx,
UnderlyingLastQty,
LegRefId,
ContraLegRefId,
SettlCurrBidFxRate,
SettlCurrOfferFxRate,
QuoteRequestRejectReason,
SideComplianceId,
AcctIdSource,
AllocAcctIdSource,
BenchmarkPrice,
BenchmarkPriceType,
ConfirmId,
ConfirmStatus,
ConfirmTransType,
ContractSettlMonth,
DeliveryForm,
LastParPx,
NoLegAllocs,
LegAllocAccount,
LegIndividualAllocId,
LegAllocQty,
LegAllocAcctIdSource,
LegSettlCurrency,
LegBenchmarkCurveCurrency,
LegBenchmarkCurveName,
LegBenchmarkCurvePoint,
LegBenchmarkPrice,
LegBenchmarkPriceType,
LegBidPx,
LegIoiQty,
NoLegStipulations,
LegOfferPx,
LegOrderQty,
LegPriceType,
LegQty,
LegStipulationType,
LegStipulationValue,
LegSwapType,
Pool,
QuotePriceType,
QuoteRespId,
QuoteRespType,
QuoteQualifier,
YieldRedemptionDate,
YieldRedemptionPrice,
YieldRedemptionPriceType,
BenchmarkSecurityId,
ReversalIndicator,
YieldCalcDate,
NoPositions,
PosType,
LongQty,
ShortQty,
PosQtyStatus,
PosAmtType,
PosAmt,
PosTransType,
PosReqId,
NoUnderlyings,
PosMaintAction,
OrigPosReqRefId,
PosMaintRptRefId,
ClearingBusinessDate,
SettlSessId,
SettlSessSubId,
AdjustmentType,
ContraryInstructionIndicator,
PriorSpreadIndicator,
PosMaintRptId,
PosMaintStatus,
PosMaintResult,
PosReqType,
ResponseTransportType,
ResponseDestination,
TotalNumPosReports,
PosReqResult,
PosReqStatus,
SettlPrice,
SettlPriceType,
UnderlyingSettlPrice,
UnderlyingSettlPriceType,
PriorSettlPrice,
NoQuoteQualifiers,
AllocSettlCurrency,
AllocSettlCurrAmt,
InterestAtMaturity,
LegDatedDate,
LegPool,
AllocInterestAtMaturity,
AllocAccruedInterestAmt,
DeliveryDate,
AssignmentMethod,
AssignmentUnit,
OpenInterest,
ExerciseMethod,
TotNumTradeReports,
TradeRequestResult,
TradeRequestStatus,
TradeReportRejectReason,
SideMultiLegReportingType,
NoPosAmt,
AutoAcceptIndicator,
AllocReportId,
NoNested2PartyIDs,
Nested2PartyId,
Nested2PartyIdSource,
Nested2PartyRole,
Nested2PartySubId,
BenchmarkSecurityIdSource,
SecuritySubType,
UnderlyingSecuritySubType,
LegSecuritySubType,
AllowableOneSidednessPct,
AllowableOneSidednessValue,
AllowableOneSidednessCurr,
NoTrdRegTimestamps,
TrdRegTimestamp,
TrdRegTimestampType,
TrdRegTimestampOrigin,
ConfirmRefId,
ConfirmType,
ConfirmRejReason,
BookingType,
IndividualAllocRejCode,
SettlInstMsgId,
NoSettlInst,
LastUpdateTime,
AllocSettlInstType,
NoSettlPartyIDs,
SettlPartyId,
SettlPartyIdSource,
SettlPartyRole,
SettlPartySubId,
SettlPartySubIdType,
DlvyInstType,
TerminationType,
NextExpectedMsgSeqNum,
OrdStatusReqId,
SettlInstReqId,
SettlInstReqRejCode,
SecondaryAllocId,
AllocReportType,
AllocReportRefId,
AllocCancReplaceReason,
CopyMsgIndicator,
AllocAccountType,
OrderAvgPx,
OrderBookingQty,
NoSettlPartySubIDs,
NoPartySubIDs,
PartySubIdType,
NoNestedPartySubIDs,
NestedPartySubIdType,
NoNested2PartySubIDs,
Nested2PartySubIdType,
AllocIntermedReqType,
NoUsernames,
UnderlyingPx,
PriceDelta,
ApplQueueMax,
ApplQueueDepth,
ApplQueueResolution,
ApplQueueAction,
NoAltMdSource,
AltMdSourceId,
SecondaryTradeReportId,
AvgPxIndicator,
TradeLinkId,
OrderInputDevice,
UnderlyingTradingSessionId,
UnderlyingTradingSessionSubId,
TradeLegRefId,
ExchangeRule,
TradeAllocIndicator,
ExpirationCycle,
TrdType,
TrdSubType,
TransferReason,
TotNumAssignmentReports,
AsgnRptId,
ThresholdAmount,
PegMoveType,
PegOffsetType,
PegLimitType,
PegRoundDirection,
PeggedPrice,
PegScope,
DiscretionMoveType,
DiscretionOffsetType,
DiscretionLimitType,
DiscretionRoundDirection,
DiscretionPrice,
DiscretionScope,
TargetStrategy,
TargetStrategyParameters,
ParticipationRate,
TargetStrategyPerformance,
LastLiquidityInd,
PublishTrdIndicator,
ShortSaleReason,
QtyType,
SecondaryTrdType,
TradeReportType,
AllocNoOrdersType,
SharedCommission,
ConfirmReqId,
AvgParPx,
ReportedPx,
NoCapacities,
OrderCapacityQty,
NoEvents,
EventType,
EventDate,
EventPx,
EventText,
PctAtRisk,
NoInstrAttrib,
InstrAttribType,
InstrAttribValue,
DatedDate,
InterestAccrualDate,
CpProgram,
CpRegType,
UnderlyingCpProgram,
UnderlyingCpRegType,
UnderlyingQty,
TrdMatchId,
SecondaryTradeReportRefId,
UnderlyingDirtyPrice,
UnderlyingEndPrice,
UnderlyingStartValue,
UnderlyingCurrentValue,
UnderlyingEndValue,
NoUnderlyingStips,
UnderlyingStipType,
UnderlyingStipValue,
MaturityNetMoney,
MiscFeeBasis,
TotNoAllocs,
LastFragment,
CollReqId,
CollAsgnReason,
CollInquiryQualifier,
NoTrades,
MarginRatio,
MarginExcess,
TotalNetValue,
CashOutstanding,
CollAsgnId,
CollAsgnTransType,
CollRespId,
CollAsgnRespType,
CollAsgnRejectReason,
CollAsgnRefId,
CollRptId,
CollInquiryId,
CollStatus,
TotNumReports,
LastRptRequested,
AgreementDesc,
AgreementId,
AgreementDate,
StartDate,
EndDate,
AgreementCurrency,
DeliveryType,
EndAccruedInterestAmt,
StartCash,
EndCash,
UserRequestId,
UserRequestType,
NewPassword,
UserStatus,
UserStatusText,
StatusValue,
StatusText,
RefCompId,
RefSubId,
NetworkResponseId,
NetworkRequestId,
LastNetworkResponseId,
NetworkRequestType,
NoCompIDs,
NetworkStatusResponseType,
NoCollInquiryQualifier,
TrdRptStatus,
AffirmStatus,
UnderlyingStrikeCurrency,
LegStrikeCurrency,
TimeBracket,
CollAction,
CollInquiryStatus,
CollInquiryResult,
StrikeCurrency,
NoNested3PartyIDs,
Nested3PartyId,
Nested3PartyIdSource,
Nested3PartyRole,
NoNested3PartySubIDs,
Nested3PartySubId,
Nested3PartySubIdType,
LegContractSettlMonth,
LegInterestAccrualDate,
NoStrategyParameters,
StrategyParameterName,
StrategyParameterType,
StrategyParameterValue,
HostCrossId,
SideTimeInForce,
MdReportId,
SecurityReportId,
SecurityStatus,
SettleOnOpenFlag,
StrikeMultiplier,
StrikeValue,
MinPriceIncrement,
PositionLimit,
NtPositionLimit,
UnderlyingAllocationPercent,
UnderlyingCashAmount,
UnderlyingCashType,
UnderlyingSettlementType,
QuantityDate,
ContIntRptId,
LateIndicator,
InputSource,
SecurityUpdateAction,
NoExpiration,
ExpirationQtyType,
ExpQty,
NoUnderlyingAmounts,
UnderlyingPayAmount,
UnderlyingCollectAmount,
UnderlyingSettlementDate,
UnderlyingSettlementStatus,
SecondaryIndividualAllocId,
LegReportId,
RndPx,
IndividualAllocType,
AllocCustomerCapacity,
TierCode,
UnitOfMeasure,
TimeUnit,
UnderlyingUnitOfMeasure,
LegUnitOfMeasure,
UnderlyingTimeUnit,
LegTimeUnit,
AllocMethod,
TradeId,
SideTradeReportId,
SideFillStationCd,
SideReasonCd,
SideTrdSubTyp,
SideLastQty,
MessageEventSource,
SideTrdRegTimestamp,
SideTrdRegTimestampType,
SideTrdRegTimestampSrc,
AsOfIndicator,
NoSideTrdRegTs,
LegOptionRatio,
NoInstrumentParties,
InstrumentPartyId,
TradeVolume,
MdBookType,
MdFeedType,
MdPriceLevel,
MdOriginType,
FirstPx,
MdEntrySpotRate,
MdEntryForwardPoints,
ManualOrderIndicator,
CustDirectedOrder,
ReceivedDeptId,
CustOrderHandlingInst,
OrderHandlingInstSource,
DeskType,
DeskTypeSource,
DeskOrderHandlingInst,
ExecAckStatus,
UnderlyingDeliveryAmount,
UnderlyingCapValue,
UnderlyingSettlMethod,
SecondaryTradeId,
FirmTradeId,
SecondaryFirmTradeId,
CollApplType,
UnderlyingAdjustedQuantity,
UnderlyingFxRate,
UnderlyingFxRateCalc,
AllocPositionEffect,
DealingCapacity,
InstrmtAssignmentMethod,
InstrumentPartyIdSource,
InstrumentPartyRole,
NoInstrumentPartySubIDs,
InstrumentPartySubId,
InstrumentPartySubIdType,
PositionCurrency,
CalculatedCcyLastQty,
AggressorIndicator,
NoUndlyInstrumentParties,
UnderlyingInstrumentPartyId,
UnderlyingInstrumentPartyIdSource,
UnderlyingInstrumentPartyRole,
NoUndlyInstrumentPartySubIDs,
UnderlyingInstrumentPartySubId,
UnderlyingInstrumentPartySubIdType,
BidSwapPoints,
OfferSwapPoints,
LegBidForwardPoints,
LegOfferForwardPoints,
SwapPoints,
MdQuoteType,
LastSwapPoints,
SideGrossTradeAmt,
LegLastForwardPoints,
LegCalculatedCcyLastQty,
LegGrossTradeAmt,
MaturityTime,
RefOrderId,
RefOrderIdSource,
SecondaryDisplayQty,
DisplayWhen,
DisplayMethod,
DisplayLowQty,
DisplayHighQty,
DisplayMinIncr,
RefreshQty,
MatchIncrement,
MaxPriceLevels,
PreTradeAnonymity,
PriceProtectionScope,
LotType,
PegPriceType,
PeggedRefPrice,
PegSecurityIdSource,
PegSecurityId,
PegSymbol,
PegSecurityDesc,
TriggerType,
TriggerAction,
TriggerPrice,
TriggerSymbol,
TriggerSecurityId,
TriggerSecurityIdSource,
TriggerSecurityDesc,
TriggerPriceType,
TriggerPriceTypeScope,
TriggerPriceDirection,
TriggerNewPrice,
TriggerOrderType,
TriggerNewQty,
TriggerTradingSessionId,
TriggerTradingSessionSubId,
OrderCategory,
NoRootPartyIDs,
RootPartyId,
RootPartyIdSource,
RootPartyRole,
NoRootPartySubIDs,
RootPartySubId,
RootPartySubIdType,
TradeHandlingInstr,
OrigTradeHandlingInstr,
OrigTradeDate,
OrigTradeId,
OrigSecondaryTradeId,
ApplVerId,
CstmApplVerId,
RefApplVerId,
RefCstmApplVerId,
TzTransactTime,
ExDestinationIdSource,
ReportedPxDiff,
RptSys,
AllocClearingFeeIndicator,
DefaultApplVerId,
DisplayQty,
ExchangeSpecialInstructions,
MaxTradeVol,
NoMdFeedTypes,
MatchAlgorithm,
MaxPriceVariation,
ImpliedMarketIndicator,
EventTime,
MinPriceIncrementAmount,
UnitOfMeasureQty,
LowLimitPrice,
HighLimitPrice,
TradingReferencePrice,
SecurityGroup,
LegNumber,
SettlementCycleNo,
SideCurrency,
SideSettlCurrency,
ApplExtId,
CcyAmt,
NoSettlDetails,
SettlObligMode,
SettlObligMsgId,
SettlObligId,
SettlObligTransType,
SettlObligRefId,
SettlObligSource,
NoSettlOblig,
QuoteMsgId,
QuoteEntryStatus,
TotNoCxldQuotes,
TotNoAccQuotes,
TotNoRejQuotes,
PrivateQuote,
RespondentType,
MdSubBookType,
SecurityTradingEvent,
NoStatsIndicators,
StatsType,
NoOfSecSizes,
MdSecSizeType,
MdSecSize,
ApplId,
ApplSeqNum,
ApplBegSeqNum,
ApplEndSeqNum,
SecurityXmlLen,
SecurityXml,
SecurityXmlSchema,
RefreshIndicator,
Volatility,
TimeToExpiration,
RiskFreeRate,
PriceUnitOfMeasure,
PriceUnitOfMeasureQty,
SettlMethod,
ExerciseStyle,
OptPayoutAmount,
PriceQuoteMethod,
ValuationMethod,
ListMethod,
CapPrice,
FloorPrice,
NoStrikeRules,
StartStrikePxRange,
EndStrikePxRange,
StrikeIncrement,
NoTickRules,
StartTickPriceRange,
EndTickPriceRange,
TickIncrement,
TickRuleType,
NestedInstrAttribType,
NestedInstrAttribValue,
LegMaturityTime,
UnderlyingMaturityTime,
DerivativeSymbol,
DerivativeSymbolSfx,
DerivativeSecurityId,
DerivativeSecurityIdSource,
NoDerivativeSecurityAltId,
DerivativeSecurityAltId,
DerivativeSecurityAltIdSource,
SecondaryLowLimitPrice,
MaturityRuleId,
StrikeRuleId,
LegUnitOfMeasureQty,
DerivativeOptPayAmount,
EndMaturityMonthYear,
ProductComplex,
DerivativeProductComplex,
MaturityMonthYearIncrement,
SecondaryHighLimitPrice,
MinLotSize,
NoExecInstRules,
NoLotTypeRules,
NoMatchRules,
NoMaturityRules,
NoOrdTypeRules,
NoTimeInForceRules,
SecondaryTradingReferencePrice,
StartMaturityMonthYear,
FlexProductEligibilityIndicator,
DerivFlexProductEligibilityIndicator,
FlexibleIndicator,
TradingCurrency,
DerivativeProduct,
DerivativeSecurityGroup,
DerivativeCfiCode,
DerivativeSecurityType,
DerivativeSecuritySubType,
DerivativeMaturityMonthYear,
DerivativeMaturityDate,
DerivativeMaturityTime,
DerivativeSettleOnOpenFlag,
DerivativeInstrmtAssignmentMethod,
DerivativeSecurityStatus,
DerivativeInstrRegistry,
DerivativeCountryOfIssue,
DerivativeStateOrProvinceOfIssue,
DerivativeLocaleOfIssue,
DerivativeStrikePrice,
DerivativeStrikeCurrency,
DerivativeStrikeMultiplier,
DerivativeStrikeValue,
DerivativeOptAttribute,
DerivativeContractMultiplier,
DerivativeMinPriceIncrement,
DerivativeMinPriceIncrementAmount,
DerivativeUnitOfMeasure,
DerivativeUnitOfMeasureQty,
DerivativeTimeUnit,
DerivativeSecurityExchange,
DerivativePositionLimit,
DerivativeNtPositionLimit,
DerivativeIssuer,
DerivativeIssueDate,
DerivativeEncodedIssuerLen,
DerivativeEncodedIssuer,
DerivativeSecurityDesc,
DerivativeEncodedSecurityDescLen,
DerivativeEncodedSecurityDesc,
DerivativeSecurityXmlLen,
DerivativeSecurityXml,
DerivativeSecurityXmlSchema,
DerivativeContractSettlMonth,
NoDerivativeEvents,
DerivativeEventType,
DerivativeEventDate,
DerivativeEventTime,
DerivativeEventPx,
DerivativeEventText,
NoDerivativeInstrumentParties,
DerivativeInstrumentPartyId,
DerivativeInstrumentPartyIdSource,
DerivativeInstrumentPartyRole,
NoDerivativeInstrumentPartySubIDs,
DerivativeInstrumentPartySubId,
DerivativeInstrumentPartySubIdType,
DerivativeExerciseStyle,
MarketSegmentId,
MarketId,
MaturityMonthYearIncrementUnits,
MaturityMonthYearFormat,
StrikeExerciseStyle,
SecondaryPriceLimitType,
PriceLimitType,
ExecInstValue,
NoTradingSessionRules,
NoMarketSegments,
NoDerivativeInstrAttrib,
NoNestedInstrAttrib,
DerivativeInstrAttribType,
DerivativeInstrAttribValue,
DerivativePriceUnitOfMeasure,
DerivativePriceUnitOfMeasureQty,
DerivativeSettlMethod,
DerivativePriceQuoteMethod,
DerivativeValuationMethod,
DerivativeListMethod,
DerivativeCapPrice,
DerivativeFloorPrice,
DerivativePutOrCall,
ListUpdateAction,
ParentMktSegmId,
TradingSessionDesc,
TradSesUpdateAction,
RejectText,
FeeMultiplier,
UnderlyingLegSymbol,
UnderlyingLegSymbolSfx,
UnderlyingLegSecurityId,
UnderlyingLegSecurityIdSource,
NoUnderlyingLegSecurityAltId,
UnderlyingLegSecurityAltId,
UnderlyingLegSecurityAltIdSource,
UnderlyingLegSecurityType,
UnderlyingLegSecuritySubType,
UnderlyingLegMaturityMonthYear,
UnderlyingLegStrikePrice,
UnderlyingLegSecurityExchange,
NoOfLegUnderlyings,
UnderlyingLegPutOrCall,
UnderlyingLegCfiCode,
UnderlyingLegMaturityDate,
ApplReqId,
ApplReqType,
ApplResponseType,
ApplTotalMessageCount,
ApplLastSeqNum,
NoApplIDs,
ApplResendFlag,
ApplResponseId,
ApplResponseError,
RefApplId,
ApplReportId,
RefApplLastSeqNum,
LegPutOrCall,
TotNoFills,
NoFills,
FillExecId,
FillPx,
FillQty,
LegAllocId,
LegAllocSettlCurrency,
TradSesEvent,
MassActionReportId,
NoNotAffectedOrders,
NotAffectedOrderId,
NotAffOrigClOrdId,
MassActionType,
MassActionScope,
MassActionResponse,
MassActionRejectReason,
MultilegModel,
MultilegPriceMethod,
LegVolatility,
DividendYield,
LegDividendYield,
CurrencyRatio,
LegCurrencyRatio,
LegExecInst,
ContingencyType,
ListRejectReason,
NoTrdRepIndicators,
TrdRepPartyRole,
TrdRepIndicator,
TradePublishIndicator,
UnderlyingLegOptAttribute,
UnderlyingLegSecurityDesc,
MarketReqId,
MarketReportId,
MarketUpdateAction,
MarketSegmentDesc,
EncodedMktSegmDescLen,
EncodedMktSegmDesc,
ApplNewSeqNum,
EncryptedPasswordMethod,
EncryptedPasswordLen,
EncryptedPassword,
EncryptedNewPasswordLen,
EncryptedNewPassword,
UnderlyingLegMaturityTime,
RefApplExtId,
DefaultApplExtId,
DefaultCstmApplVerId,
SessionStatus,
DefaultVerIndicator,
Nested4PartySubIdType,
Nested4PartySubId,
NoNested4PartySubIDs,
NoNested4PartyIDs,
Nested4PartyId,
Nested4PartyIdSource,
Nested4PartyRole,
LegLastQty,
UnderlyingExerciseStyle,
LegExerciseStyle,
LegPriceUnitOfMeasure,
LegPriceUnitOfMeasureQty,
UnderlyingUnitOfMeasureQty,
UnderlyingPriceUnitOfMeasure,
UnderlyingPriceUnitOfMeasureQty,
ApplReportType,
SideExecId,
OrderDelay,
OrderDelayUnit,
VenueType,
RefOrdIdReason,
OrigCustOrderCapacity,
RefApplReqId,
ModelType,
ContractMultiplierUnit,
LegContractMultiplierUnit,
UnderlyingContractMultiplierUnit,
DerivativeContractMultiplierUnit,
FlowScheduleType,
LegFlowScheduleType,
UnderlyingFlowScheduleType,
DerivativeFlowScheduleType,
FillLiquidityInd,
SideLiquidityInd,
NoRateSources,
RateSource,
RateSourceType,
ReferencePage,
RestructuringType,
Seniority,
NotionalPercentageOutstanding,
OriginalNotionalPercentageOutstanding,
UnderlyingRestructuringType,
UnderlyingSeniority,
UnderlyingNotionalPercentageOutstanding,
UnderlyingOriginalNotionalPercentageOutstanding,
AttachmentPoint,
DetachmentPoint,
UnderlyingAttachmentPoint,
UnderlyingDetachmentPoint,
NoTargetPartyIDs,
TargetPartyId,
TargetPartyIdSource,
TargetPartyRole,
SecurityListId,
SecurityListRefId,
SecurityListDesc,
EncodedSecurityListDescLen,
EncodedSecurityListDesc,
SecurityListType,
SecurityListTypeSource,
NewsId,
NewsCategory,
LanguageCode,
NoNewsRefIDs,
NewsRefId,
NewsRefType,
StrikePriceDeterminationMethod,
StrikePriceBoundaryMethod,
StrikePriceBoundaryPrecision,
UnderlyingPriceDeterminationMethod,
OptPayoutType,
NoComplexEvents,
ComplexEventType,
ComplexOptPayoutAmount,
ComplexEventPrice,
ComplexEventPriceBoundaryMethod,
ComplexEventPriceBoundaryPrecision,
ComplexEventPriceTimeType,
ComplexEventCondition,
NoComplexEventDates,
ComplexEventStartDate,
ComplexEventEndDate,
NoComplexEventTimes,
ComplexEventStartTime,
ComplexEventEndTime,
StreamAsgnReqId,
StreamAsgnReqType,
NoAsgnReqs,
MdStreamId,
StreamAsgnRptId,
StreamAsgnRejReason,
StreamAsgnAckType,
RelSymTransactTime,
StreamAsgnType,
}
Variants
Account
AdvId
AdvRefId
AdvSide
AdvTransType
AvgPx
BeginSeqNo
BeginString
BodyLength
CheckSum
ClOrdId
Commission
CommType
CumQty
Currency
EndSeqNo
ExecId
ExecInst
ExecRefId
HandlInst
SecurityIdSource
Ioiid
IoiQltyInd
IoiRefId
IoiQty
IoiTransType
LastCapacity
LastMkt
LastPx
LastQty
NoLinesOfText
MsgSeqNum
MsgType
NewSeqNo
OrderId
OrderQty
OrdStatus
OrdType
OrigClOrdId
OrigTime
PossDupFlag
Price
RefSeqNum
SecurityId
SenderCompId
SenderSubId
SendingTime
Quantity
Side
Symbol
TargetCompId
TargetSubId
Text
TimeInForce
TransactTime
Urgency
ValidUntilTime
SettlType
SettlDate
SymbolSfx
ListId
ListSeqNo
TotNoOrders
ListExecInst
AllocId
AllocTransType
RefAllocId
NoOrders
AvgPxPrecision
TradeDate
PositionEffect
NoAllocs
AllocAccount
AllocQty
ProcessCode
NoRpts
RptSeq
CxlQty
NoDlvyInst
AllocStatus
AllocRejCode
Signature
SecureDataLen
SecureData
SignatureLength
EmailType
RawDataLength
RawData
PossResend
EncryptMethod
StopPx
ExDestination
CxlRejReason
OrdRejReason
IoiQualifier
Issuer
SecurityDesc
HeartBtInt
MinQty
MaxFloor
TestReqId
ReportToExch
LocateReqd
OnBehalfOfCompId
OnBehalfOfSubId
QuoteId
NetMoney
SettlCurrAmt
SettlCurrency
ForexReq
OrigSendingTime
GapFillFlag
NoExecs
ExpireTime
DkReason
DeliverToCompId
DeliverToSubId
IoiNaturalFlag
QuoteReqId
BidPx
OfferPx
BidSize
OfferSize
NoMiscFees
MiscFeeAmt
MiscFeeCurr
MiscFeeType
PrevClosePx
ResetSeqNumFlag
SenderLocationId
TargetLocationId
OnBehalfOfLocationId
DeliverToLocationId
NoRelatedSym
Subject
Headline
UrlLink
ExecType
LeavesQty
CashOrderQty
AllocAvgPx
AllocNetMoney
SettlCurrFxRate
SettlCurrFxRateCalc
NumDaysInterest
AccruedInterestRate
AccruedInterestAmt
SettlInstMode
AllocText
SettlInstId
SettlInstTransType
EmailThreadId
SettlInstSource
SecurityType
EffectiveTime
StandInstDbType
StandInstDbName
StandInstDbId
SettlDeliveryType
BidSpotRate
BidForwardPoints
OfferSpotRate
OfferForwardPoints
OrderQty2
SettlDate2
LastSpotRate
LastForwardPoints
AllocLinkId
AllocLinkType
SecondaryOrderId
NoIoiQualifiers
MaturityMonthYear
PutOrCall
StrikePrice
CoveredOrUncovered
OptAttribute
SecurityExchange
NotifyBrokerOfCredit
AllocHandlInst
MaxShow
PegOffsetValue
XmlDataLen
XmlData
SettlInstRefId
NoRoutingIDs
RoutingType
RoutingId
Spread
BenchmarkCurveCurrency
BenchmarkCurveName
BenchmarkCurvePoint
CouponRate
CouponPaymentDate
IssueDate
RepurchaseTerm
RepurchaseRate
Factor
TradeOriginationDate
ExDate
ContractMultiplier
NoStipulations
StipulationType
StipulationValue
YieldType
Yield
TotalTakedown
Concession
RepoCollateralSecurityType
RedemptionDate
UnderlyingCouponPaymentDate
UnderlyingIssueDate
UnderlyingRepoCollateralSecurityType
UnderlyingRepurchaseTerm
UnderlyingRepurchaseRate
UnderlyingFactor
UnderlyingRedemptionDate
LegCouponPaymentDate
LegIssueDate
LegRepoCollateralSecurityType
LegRepurchaseTerm
LegRepurchaseRate
LegFactor
LegRedemptionDate
CreditRating
UnderlyingCreditRating
LegCreditRating
TradedFlatSwitch
BasisFeatureDate
BasisFeaturePrice
MdReqId
SubscriptionRequestType
MarketDepth
MdUpdateType
AggregatedBook
NoMdEntryTypes
NoMdEntries
MdEntryType
MdEntryPx
MdEntrySize
MdEntryDate
MdEntryTime
TickDirection
MdMkt
QuoteCondition
TradeCondition
MdEntryId
MdUpdateAction
MdEntryRefId
MdReqRejReason
MdEntryOriginator
LocationId
DeskId
DeleteReason
OpenCloseSettlFlag
SellerDays
MdEntryBuyer
MdEntrySeller
MdEntryPositionNo
FinancialStatus
CorporateAction
DefBidSize
DefOfferSize
NoQuoteEntries
NoQuoteSets
QuoteStatus
QuoteCancelType
QuoteEntryId
QuoteRejectReason
QuoteResponseLevel
QuoteSetId
QuoteRequestType
TotNoQuoteEntries
UnderlyingSecurityIdSource
UnderlyingIssuer
UnderlyingSecurityDesc
UnderlyingSecurityExchange
UnderlyingSecurityId
UnderlyingSecurityType
UnderlyingSymbol
UnderlyingSymbolSfx
UnderlyingMaturityMonthYear
UnderlyingPutOrCall
UnderlyingStrikePrice
UnderlyingOptAttribute
UnderlyingCurrency
SecurityReqId
SecurityRequestType
SecurityResponseId
SecurityResponseType
SecurityStatusReqId
UnsolicitedIndicator
SecurityTradingStatus
HaltReasonInt
InViewOfCommon
DueToRelated
BuyVolume
SellVolume
HighPx
LowPx
Adjustment
TradSesReqId
TradingSessionId
ContraTrader
TradSesMethod
TradSesMode
TradSesStatus
TradSesStartTime
TradSesOpenTime
TradSesPreCloseTime
TradSesCloseTime
TradSesEndTime
NumberOfOrders
MessageEncoding
EncodedIssuerLen
EncodedIssuer
EncodedSecurityDescLen
EncodedSecurityDesc
EncodedListExecInstLen
EncodedListExecInst
EncodedTextLen
EncodedText
EncodedSubjectLen
EncodedSubject
EncodedHeadlineLen
EncodedHeadline
EncodedAllocTextLen
EncodedAllocText
EncodedUnderlyingIssuerLen
EncodedUnderlyingIssuer
EncodedUnderlyingSecurityDescLen
EncodedUnderlyingSecurityDesc
AllocPrice
QuoteSetValidUntilTime
QuoteEntryRejectReason
LastMsgSeqNumProcessed
RefTagId
RefMsgType
SessionRejectReason
BidRequestTransType
ContraBroker
ComplianceId
SolicitedFlag
ExecRestatementReason
BusinessRejectRefId
BusinessRejectReason
GrossTradeAmt
NoContraBrokers
MaxMessageSize
NoMsgTypes
MsgDirection
NoTradingSessions
TotalVolumeTraded
DiscretionInst
DiscretionOffsetValue
BidId
ClientBidId
ListName
TotNoRelatedSym
BidType
NumTickets
SideValue1
SideValue2
NoBidDescriptors
BidDescriptorType
BidDescriptor
SideValueInd
LiquidityPctLow
LiquidityPctHigh
LiquidityValue
EfpTrackingError
FairValue
OutsideIndexPct
ValueOfFutures
LiquidityIndType
WtAverageLiquidity
ExchangeForPhysical
OutMainCntryUIndex
CrossPercent
ProgRptReqs
ProgPeriodInterval
IncTaxInd
NumBidders
BidTradeType
BasisPxType
NoBidComponents
Country
TotNoStrikes
PriceType
DayOrderQty
DayCumQty
DayAvgPx
GtBookingInst
NoStrikes
ListStatusType
NetGrossInd
ListOrderStatus
ExpireDate
ListExecInstType
CxlRejResponseTo
UnderlyingCouponRate
UnderlyingContractMultiplier
ContraTradeQty
ContraTradeTime
LiquidityNumSecurities
MultiLegReportingType
StrikeTime
ListStatusText
EncodedListStatusTextLen
EncodedListStatusText
PartyIdSource
PartyId
NetChgPrevDay
PartyRole
NoPartyIDs
NoSecurityAltId
SecurityAltId
SecurityAltIdSource
NoUnderlyingSecurityAltId
UnderlyingSecurityAltId
UnderlyingSecurityAltIdSource
Product
CfiCode
UnderlyingProduct
UnderlyingCfiCode
TestMessageIndicator
BookingRefId
IndividualAllocId
RoundingDirection
RoundingModulus
CountryOfIssue
StateOrProvinceOfIssue
LocaleOfIssue
NoRegistDtls
MailingDtls
InvestorCountryOfResidence
PaymentRef
DistribPaymentMethod
CashDistribCurr
CommCurrency
CancellationRights
MoneyLaunderingStatus
MailingInst
TransBkdTime
ExecPriceType
ExecPriceAdjustment
DateOfBirth
TradeReportTransType
CardHolderName
CardNumber
CardExpDate
CardIssNum
PaymentMethod
RegistAcctType
Designation
TaxAdvantageType
RegistRejReasonText
FundRenewWaiv
CashDistribAgentName
CashDistribAgentCode
CashDistribAgentAcctNumber
CashDistribPayRef
CashDistribAgentAcctName
CardStartDate
PaymentDate
PaymentRemitterId
RegistStatus
RegistRejReasonCode
RegistRefId
RegistDtls
NoDistribInsts
RegistEmail
DistribPercentage
RegistId
RegistTransType
ExecValuationPoint
OrderPercent
OwnershipType
NoContAmts
ContAmtType
ContAmtValue
ContAmtCurr
OwnerType
PartySubId
NestedPartyId
NestedPartyIdSource
SecondaryClOrdId
SecondaryExecId
OrderCapacity
OrderRestrictions
MassCancelRequestType
MassCancelResponse
MassCancelRejectReason
TotalAffectedOrders
NoAffectedOrders
AffectedOrderId
AffectedSecondaryOrderId
QuoteType
NestedPartyRole
NoNestedPartyIDs
TotalAccruedInterestAmt
MaturityDate
UnderlyingMaturityDate
InstrRegistry
CashMargin
NestedPartySubId
Scope
MdImplicitDelete
CrossId
CrossType
CrossPrioritization
OrigCrossId
NoSides
Username
Password
NoLegs
LegCurrency
TotNoSecurityTypes
NoSecurityTypes
SecurityListRequestType
SecurityRequestResult
RoundLot
MinTradeVol
MultiLegRptTypeReq
LegPositionEffect
LegCoveredOrUncovered
LegPrice
TradSesStatusRejReason
TradeRequestId
TradeRequestType
PreviouslyReported
TradeReportId
TradeReportRefId
MatchStatus
MatchType
OddLot
NoClearingInstructions
ClearingInstruction
TradeInputSource
TradeInputDevice
NoDates
AccountType
CustOrderCapacity
ClOrdLinkId
MassStatusReqId
MassStatusReqType
OrigOrdModTime
LegSettlType
LegSettlDate
DayBookingInst
BookingUnit
PreallocMethod
UnderlyingCountryOfIssue
UnderlyingStateOrProvinceOfIssue
UnderlyingLocaleOfIssue
UnderlyingInstrRegistry
LegCountryOfIssue
LegStateOrProvinceOfIssue
LegLocaleOfIssue
LegInstrRegistry
LegSymbol
LegSymbolSfx
LegSecurityId
LegSecurityIdSource
NoLegSecurityAltId
LegSecurityAltId
LegSecurityAltIdSource
LegProduct
LegCfiCode
LegSecurityType
LegMaturityMonthYear
LegMaturityDate
LegStrikePrice
LegOptAttribute
LegContractMultiplier
LegCouponRate
LegSecurityExchange
LegIssuer
EncodedLegIssuerLen
EncodedLegIssuer
LegSecurityDesc
EncodedLegSecurityDescLen
EncodedLegSecurityDesc
LegRatioQty
LegSide
TradingSessionSubId
AllocType
NoHops
HopCompId
HopSendingTime
HopRefId
MidPx
BidYield
MidYield
OfferYield
ClearingFeeIndicator
WorkingIndicator
LegLastPx
PriorityIndicator
PriceImprovement
Price2
LastForwardPoints2
BidForwardPoints2
OfferForwardPoints2
RfqReqId
MktBidPx
MktOfferPx
MinBidSize
MinOfferSize
QuoteStatusReqId
LegalConfirm
UnderlyingLastPx
UnderlyingLastQty
LegRefId
ContraLegRefId
SettlCurrBidFxRate
SettlCurrOfferFxRate
QuoteRequestRejectReason
SideComplianceId
AcctIdSource
AllocAcctIdSource
BenchmarkPrice
BenchmarkPriceType
ConfirmId
ConfirmStatus
ConfirmTransType
ContractSettlMonth
DeliveryForm
LastParPx
NoLegAllocs
LegAllocAccount
LegIndividualAllocId
LegAllocQty
LegAllocAcctIdSource
LegSettlCurrency
LegBenchmarkCurveCurrency
LegBenchmarkCurveName
LegBenchmarkCurvePoint
LegBenchmarkPrice
LegBenchmarkPriceType
LegBidPx
LegIoiQty
NoLegStipulations
LegOfferPx
LegOrderQty
LegPriceType
LegQty
LegStipulationType
LegStipulationValue
LegSwapType
Pool
QuotePriceType
QuoteRespId
QuoteRespType
QuoteQualifier
YieldRedemptionDate
YieldRedemptionPrice
YieldRedemptionPriceType
BenchmarkSecurityId
ReversalIndicator
YieldCalcDate
NoPositions
PosType
LongQty
ShortQty
PosQtyStatus
PosAmtType
PosAmt
PosTransType
PosReqId
NoUnderlyings
PosMaintAction
OrigPosReqRefId
PosMaintRptRefId
ClearingBusinessDate
SettlSessId
SettlSessSubId
AdjustmentType
ContraryInstructionIndicator
PriorSpreadIndicator
PosMaintRptId
PosMaintStatus
PosMaintResult
PosReqType
ResponseTransportType
ResponseDestination
TotalNumPosReports
PosReqResult
PosReqStatus
SettlPrice
SettlPriceType
UnderlyingSettlPrice
UnderlyingSettlPriceType
PriorSettlPrice
NoQuoteQualifiers
AllocSettlCurrency
AllocSettlCurrAmt
InterestAtMaturity
LegDatedDate
LegPool
AllocInterestAtMaturity
AllocAccruedInterestAmt
DeliveryDate
AssignmentMethod
AssignmentUnit
OpenInterest
ExerciseMethod
TotNumTradeReports
TradeRequestResult
TradeRequestStatus
TradeReportRejectReason
SideMultiLegReportingType
NoPosAmt
AutoAcceptIndicator
AllocReportId
NoNested2PartyIDs
Nested2PartyId
Nested2PartyIdSource
Nested2PartyRole
Nested2PartySubId
BenchmarkSecurityIdSource
SecuritySubType
UnderlyingSecuritySubType
LegSecuritySubType
AllowableOneSidednessPct
AllowableOneSidednessValue
AllowableOneSidednessCurr
NoTrdRegTimestamps
TrdRegTimestamp
TrdRegTimestampType
TrdRegTimestampOrigin
ConfirmRefId
ConfirmType
ConfirmRejReason
BookingType
IndividualAllocRejCode
SettlInstMsgId
NoSettlInst
LastUpdateTime
AllocSettlInstType
NoSettlPartyIDs
SettlPartyId
SettlPartyIdSource
SettlPartyRole
SettlPartySubId
SettlPartySubIdType
DlvyInstType
TerminationType
NextExpectedMsgSeqNum
OrdStatusReqId
SettlInstReqId
SettlInstReqRejCode
SecondaryAllocId
AllocReportType
AllocReportRefId
AllocCancReplaceReason
CopyMsgIndicator
AllocAccountType
OrderAvgPx
OrderBookingQty
NoSettlPartySubIDs
NoPartySubIDs
PartySubIdType
NoNestedPartySubIDs
NestedPartySubIdType
NoNested2PartySubIDs
Nested2PartySubIdType
AllocIntermedReqType
NoUsernames
UnderlyingPx
PriceDelta
ApplQueueMax
ApplQueueDepth
ApplQueueResolution
ApplQueueAction
NoAltMdSource
AltMdSourceId
SecondaryTradeReportId
AvgPxIndicator
TradeLinkId
OrderInputDevice
UnderlyingTradingSessionId
UnderlyingTradingSessionSubId
TradeLegRefId
ExchangeRule
TradeAllocIndicator
ExpirationCycle
TrdType
TrdSubType
TransferReason
TotNumAssignmentReports
AsgnRptId
ThresholdAmount
PegMoveType
PegOffsetType
PegLimitType
PegRoundDirection
PeggedPrice
PegScope
DiscretionMoveType
DiscretionOffsetType
DiscretionLimitType
DiscretionRoundDirection
DiscretionPrice
DiscretionScope
TargetStrategy
TargetStrategyParameters
ParticipationRate
TargetStrategyPerformance
LastLiquidityInd
PublishTrdIndicator
ShortSaleReason
QtyType
SecondaryTrdType
TradeReportType
AllocNoOrdersType
SharedCommission
ConfirmReqId
AvgParPx
ReportedPx
NoCapacities
OrderCapacityQty
NoEvents
EventType
EventDate
EventPx
EventText
PctAtRisk
NoInstrAttrib
InstrAttribType
InstrAttribValue
DatedDate
InterestAccrualDate
CpProgram
CpRegType
UnderlyingCpProgram
UnderlyingCpRegType
UnderlyingQty
TrdMatchId
SecondaryTradeReportRefId
UnderlyingDirtyPrice
UnderlyingEndPrice
UnderlyingStartValue
UnderlyingCurrentValue
UnderlyingEndValue
NoUnderlyingStips
UnderlyingStipType
UnderlyingStipValue
MaturityNetMoney
MiscFeeBasis
TotNoAllocs
LastFragment
CollReqId
CollAsgnReason
CollInquiryQualifier
NoTrades
MarginRatio
MarginExcess
TotalNetValue
CashOutstanding
CollAsgnId
CollAsgnTransType
CollRespId
CollAsgnRespType
CollAsgnRejectReason
CollAsgnRefId
CollRptId
CollInquiryId
CollStatus
TotNumReports
LastRptRequested
AgreementDesc
AgreementId
AgreementDate
StartDate
EndDate
AgreementCurrency
DeliveryType
EndAccruedInterestAmt
StartCash
EndCash
UserRequestId
UserRequestType
NewPassword
UserStatus
UserStatusText
StatusValue
StatusText
RefCompId
RefSubId
NetworkResponseId
NetworkRequestId
LastNetworkResponseId
NetworkRequestType
NoCompIDs
NetworkStatusResponseType
NoCollInquiryQualifier
TrdRptStatus
AffirmStatus
UnderlyingStrikeCurrency
LegStrikeCurrency
TimeBracket
CollAction
CollInquiryStatus
CollInquiryResult
StrikeCurrency
NoNested3PartyIDs
Nested3PartyId
Nested3PartyIdSource
Nested3PartyRole
NoNested3PartySubIDs
Nested3PartySubId
Nested3PartySubIdType
LegContractSettlMonth
LegInterestAccrualDate
NoStrategyParameters
StrategyParameterName
StrategyParameterType
StrategyParameterValue
HostCrossId
SideTimeInForce
MdReportId
SecurityReportId
SecurityStatus
SettleOnOpenFlag
StrikeMultiplier
StrikeValue
MinPriceIncrement
PositionLimit
NtPositionLimit
UnderlyingAllocationPercent
UnderlyingCashAmount
UnderlyingCashType
UnderlyingSettlementType
QuantityDate
ContIntRptId
LateIndicator
InputSource
SecurityUpdateAction
NoExpiration
ExpirationQtyType
ExpQty
NoUnderlyingAmounts
UnderlyingPayAmount
UnderlyingCollectAmount
UnderlyingSettlementDate
UnderlyingSettlementStatus
SecondaryIndividualAllocId
LegReportId
RndPx
IndividualAllocType
AllocCustomerCapacity
TierCode
UnitOfMeasure
TimeUnit
UnderlyingUnitOfMeasure
LegUnitOfMeasure
UnderlyingTimeUnit
LegTimeUnit
AllocMethod
TradeId
SideTradeReportId
SideFillStationCd
SideReasonCd
SideTrdSubTyp
SideLastQty
MessageEventSource
SideTrdRegTimestamp
SideTrdRegTimestampType
SideTrdRegTimestampSrc
AsOfIndicator
NoSideTrdRegTs
LegOptionRatio
NoInstrumentParties
InstrumentPartyId
TradeVolume
MdBookType
MdFeedType
MdPriceLevel
MdOriginType
FirstPx
MdEntrySpotRate
MdEntryForwardPoints
ManualOrderIndicator
CustDirectedOrder
ReceivedDeptId
CustOrderHandlingInst
OrderHandlingInstSource
DeskType
DeskTypeSource
DeskOrderHandlingInst
ExecAckStatus
UnderlyingDeliveryAmount
UnderlyingCapValue
UnderlyingSettlMethod
SecondaryTradeId
FirmTradeId
SecondaryFirmTradeId
CollApplType
UnderlyingAdjustedQuantity
UnderlyingFxRate
UnderlyingFxRateCalc
AllocPositionEffect
DealingCapacity
InstrmtAssignmentMethod
InstrumentPartyIdSource
InstrumentPartyRole
NoInstrumentPartySubIDs
InstrumentPartySubId
InstrumentPartySubIdType
PositionCurrency
CalculatedCcyLastQty
AggressorIndicator
NoUndlyInstrumentParties
UnderlyingInstrumentPartyId
UnderlyingInstrumentPartyIdSource
UnderlyingInstrumentPartyRole
NoUndlyInstrumentPartySubIDs
UnderlyingInstrumentPartySubId
UnderlyingInstrumentPartySubIdType
BidSwapPoints
OfferSwapPoints
LegBidForwardPoints
LegOfferForwardPoints
SwapPoints
MdQuoteType
LastSwapPoints
SideGrossTradeAmt
LegLastForwardPoints
LegCalculatedCcyLastQty
LegGrossTradeAmt
MaturityTime
RefOrderId
RefOrderIdSource
SecondaryDisplayQty
DisplayWhen
DisplayMethod
DisplayLowQty
DisplayHighQty
DisplayMinIncr
RefreshQty
MatchIncrement
MaxPriceLevels
PreTradeAnonymity
PriceProtectionScope
LotType
PegPriceType
PeggedRefPrice
PegSecurityIdSource
PegSecurityId
PegSymbol
PegSecurityDesc
TriggerType
TriggerAction
TriggerPrice
TriggerSymbol
TriggerSecurityId
TriggerSecurityIdSource
TriggerSecurityDesc
TriggerPriceType
TriggerPriceTypeScope
TriggerPriceDirection
TriggerNewPrice
TriggerOrderType
TriggerNewQty
TriggerTradingSessionId
TriggerTradingSessionSubId
OrderCategory
NoRootPartyIDs
RootPartyId
RootPartyIdSource
RootPartyRole
NoRootPartySubIDs
RootPartySubId
RootPartySubIdType
TradeHandlingInstr
OrigTradeHandlingInstr
OrigTradeDate
OrigTradeId
OrigSecondaryTradeId
ApplVerId
CstmApplVerId
RefApplVerId
RefCstmApplVerId
TzTransactTime
ExDestinationIdSource
ReportedPxDiff
RptSys
AllocClearingFeeIndicator
DefaultApplVerId
DisplayQty
ExchangeSpecialInstructions
MaxTradeVol
NoMdFeedTypes
MatchAlgorithm
MaxPriceVariation
ImpliedMarketIndicator
EventTime
MinPriceIncrementAmount
UnitOfMeasureQty
LowLimitPrice
HighLimitPrice
TradingReferencePrice
SecurityGroup
LegNumber
SettlementCycleNo
SideCurrency
SideSettlCurrency
ApplExtId
CcyAmt
NoSettlDetails
SettlObligMode
SettlObligMsgId
SettlObligId
SettlObligTransType
SettlObligRefId
SettlObligSource
NoSettlOblig
QuoteMsgId
QuoteEntryStatus
TotNoCxldQuotes
TotNoAccQuotes
TotNoRejQuotes
PrivateQuote
RespondentType
MdSubBookType
SecurityTradingEvent
NoStatsIndicators
StatsType
NoOfSecSizes
MdSecSizeType
MdSecSize
ApplId
ApplSeqNum
ApplBegSeqNum
ApplEndSeqNum
SecurityXmlLen
SecurityXml
SecurityXmlSchema
RefreshIndicator
Volatility
TimeToExpiration
RiskFreeRate
PriceUnitOfMeasure
PriceUnitOfMeasureQty
SettlMethod
ExerciseStyle
OptPayoutAmount
PriceQuoteMethod
ValuationMethod
ListMethod
CapPrice
FloorPrice
NoStrikeRules
StartStrikePxRange
EndStrikePxRange
StrikeIncrement
NoTickRules
StartTickPriceRange
EndTickPriceRange
TickIncrement
TickRuleType
NestedInstrAttribType
NestedInstrAttribValue
LegMaturityTime
UnderlyingMaturityTime
DerivativeSymbol
DerivativeSymbolSfx
DerivativeSecurityId
DerivativeSecurityIdSource
NoDerivativeSecurityAltId
DerivativeSecurityAltId
DerivativeSecurityAltIdSource
SecondaryLowLimitPrice
MaturityRuleId
StrikeRuleId
LegUnitOfMeasureQty
DerivativeOptPayAmount
EndMaturityMonthYear
ProductComplex
DerivativeProductComplex
MaturityMonthYearIncrement
SecondaryHighLimitPrice
MinLotSize
NoExecInstRules
NoLotTypeRules
NoMatchRules
NoMaturityRules
NoOrdTypeRules
NoTimeInForceRules
SecondaryTradingReferencePrice
StartMaturityMonthYear
FlexProductEligibilityIndicator
DerivFlexProductEligibilityIndicator
FlexibleIndicator
TradingCurrency
DerivativeProduct
DerivativeSecurityGroup
DerivativeCfiCode
DerivativeSecurityType
DerivativeSecuritySubType
DerivativeMaturityMonthYear
DerivativeMaturityDate
DerivativeMaturityTime
DerivativeSettleOnOpenFlag
DerivativeInstrmtAssignmentMethod
DerivativeSecurityStatus
DerivativeInstrRegistry
DerivativeCountryOfIssue
DerivativeStateOrProvinceOfIssue
DerivativeLocaleOfIssue
DerivativeStrikePrice
DerivativeStrikeCurrency
DerivativeStrikeMultiplier
DerivativeStrikeValue
DerivativeOptAttribute
DerivativeContractMultiplier
DerivativeMinPriceIncrement
DerivativeMinPriceIncrementAmount
DerivativeUnitOfMeasure
DerivativeUnitOfMeasureQty
DerivativeTimeUnit
DerivativeSecurityExchange
DerivativePositionLimit
DerivativeNtPositionLimit
DerivativeIssuer
DerivativeIssueDate
DerivativeEncodedIssuerLen
DerivativeEncodedIssuer
DerivativeSecurityDesc
DerivativeEncodedSecurityDescLen
DerivativeEncodedSecurityDesc
DerivativeSecurityXmlLen
DerivativeSecurityXml
DerivativeSecurityXmlSchema
DerivativeContractSettlMonth
NoDerivativeEvents
DerivativeEventType
DerivativeEventDate
DerivativeEventTime
DerivativeEventPx
DerivativeEventText
NoDerivativeInstrumentParties
DerivativeInstrumentPartyId
DerivativeInstrumentPartyIdSource
DerivativeInstrumentPartyRole
NoDerivativeInstrumentPartySubIDs
DerivativeInstrumentPartySubId
DerivativeInstrumentPartySubIdType
DerivativeExerciseStyle
MarketSegmentId
MarketId
MaturityMonthYearIncrementUnits
MaturityMonthYearFormat
StrikeExerciseStyle
SecondaryPriceLimitType
PriceLimitType
ExecInstValue
NoTradingSessionRules
NoMarketSegments
NoDerivativeInstrAttrib
NoNestedInstrAttrib
DerivativeInstrAttribType
DerivativeInstrAttribValue
DerivativePriceUnitOfMeasure
DerivativePriceUnitOfMeasureQty
DerivativeSettlMethod
DerivativePriceQuoteMethod
DerivativeValuationMethod
DerivativeListMethod
DerivativeCapPrice
DerivativeFloorPrice
DerivativePutOrCall
ListUpdateAction
ParentMktSegmId
TradingSessionDesc
TradSesUpdateAction
RejectText
FeeMultiplier
UnderlyingLegSymbol
UnderlyingLegSymbolSfx
UnderlyingLegSecurityId
UnderlyingLegSecurityIdSource
NoUnderlyingLegSecurityAltId
UnderlyingLegSecurityAltId
UnderlyingLegSecurityAltIdSource
UnderlyingLegSecurityType
UnderlyingLegSecuritySubType
UnderlyingLegMaturityMonthYear
UnderlyingLegStrikePrice
UnderlyingLegSecurityExchange
NoOfLegUnderlyings
UnderlyingLegPutOrCall
UnderlyingLegCfiCode
UnderlyingLegMaturityDate
ApplReqId
ApplReqType
ApplResponseType
ApplTotalMessageCount
ApplLastSeqNum
NoApplIDs
ApplResendFlag
ApplResponseId
ApplResponseError
RefApplId
ApplReportId
RefApplLastSeqNum
LegPutOrCall
TotNoFills
NoFills
FillExecId
FillPx
FillQty
LegAllocId
LegAllocSettlCurrency
TradSesEvent
MassActionReportId
NoNotAffectedOrders
NotAffectedOrderId
NotAffOrigClOrdId
MassActionType
MassActionScope
MassActionResponse
MassActionRejectReason
MultilegModel
MultilegPriceMethod
LegVolatility
DividendYield
LegDividendYield
CurrencyRatio
LegCurrencyRatio
LegExecInst
ContingencyType
ListRejectReason
NoTrdRepIndicators
TrdRepPartyRole
TrdRepIndicator
TradePublishIndicator
UnderlyingLegOptAttribute
UnderlyingLegSecurityDesc
MarketReqId
MarketReportId
MarketUpdateAction
MarketSegmentDesc
EncodedMktSegmDescLen
EncodedMktSegmDesc
ApplNewSeqNum
EncryptedPasswordMethod
EncryptedPasswordLen
EncryptedPassword
EncryptedNewPasswordLen
EncryptedNewPassword
UnderlyingLegMaturityTime
RefApplExtId
DefaultApplExtId
DefaultCstmApplVerId
SessionStatus
DefaultVerIndicator
Nested4PartySubIdType
Nested4PartySubId
NoNested4PartySubIDs
NoNested4PartyIDs
Nested4PartyId
Nested4PartyIdSource
Nested4PartyRole
LegLastQty
UnderlyingExerciseStyle
LegExerciseStyle
LegPriceUnitOfMeasure
LegPriceUnitOfMeasureQty
UnderlyingUnitOfMeasureQty
UnderlyingPriceUnitOfMeasure
UnderlyingPriceUnitOfMeasureQty
ApplReportType
SideExecId
OrderDelay
OrderDelayUnit
VenueType
RefOrdIdReason
OrigCustOrderCapacity
RefApplReqId
ModelType
ContractMultiplierUnit
LegContractMultiplierUnit
UnderlyingContractMultiplierUnit
DerivativeContractMultiplierUnit
FlowScheduleType
LegFlowScheduleType
UnderlyingFlowScheduleType
DerivativeFlowScheduleType
FillLiquidityInd
SideLiquidityInd
NoRateSources
RateSource
RateSourceType
ReferencePage
RestructuringType
Seniority
NotionalPercentageOutstanding
OriginalNotionalPercentageOutstanding
UnderlyingRestructuringType
UnderlyingSeniority
UnderlyingNotionalPercentageOutstanding
UnderlyingOriginalNotionalPercentageOutstanding
AttachmentPoint
DetachmentPoint
UnderlyingAttachmentPoint
UnderlyingDetachmentPoint
NoTargetPartyIDs
TargetPartyId
TargetPartyIdSource
TargetPartyRole
SecurityListId
SecurityListRefId
SecurityListDesc
EncodedSecurityListDescLen
EncodedSecurityListDesc
SecurityListType
SecurityListTypeSource
NewsId
NewsCategory
LanguageCode
NoNewsRefIDs
NewsRefId
NewsRefType
StrikePriceDeterminationMethod
StrikePriceBoundaryMethod
StrikePriceBoundaryPrecision
UnderlyingPriceDeterminationMethod
OptPayoutType
NoComplexEvents
ComplexEventType
ComplexOptPayoutAmount
ComplexEventPrice
ComplexEventPriceBoundaryMethod
ComplexEventPriceBoundaryPrecision
ComplexEventPriceTimeType
ComplexEventCondition
NoComplexEventDates
ComplexEventStartDate
ComplexEventEndDate
NoComplexEventTimes
ComplexEventStartTime
ComplexEventEndTime
StreamAsgnReqId
StreamAsgnReqType
NoAsgnReqs
MdStreamId
StreamAsgnRptId
StreamAsgnRejReason
StreamAsgnAckType
RelSymTransactTime
StreamAsgnType
Auto Trait Implementations
impl RefUnwindSafe for FieldTag
impl Send for FieldTag
impl Sync for FieldTag
impl Unpin for FieldTag
impl UnwindSafe for FieldTag
Blanket Implementations
sourceimpl<T> BorrowMut<T> for T where
T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized,
const: unstable · sourcefn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more